Look at the backs of your soundboard and CD burner. Figure out what kind of cables are needed for the CD burner's input and the soundboard's output. Usually all you will need are RCA cables.
Plug the RCA cables into the stereo output on the soundboard and into the stereo input on the CD burner.
Plug in all your live sound sources into the soundboard's track inputs in the back. These will be 1/4-inch cables and XLR cables.
Ask the performers to perform. Listen to the mix in your headphones. Turn the gain knobs on your soundboard so that you are getting good sound signals. Make sure the tracks aren't clipping, or too strong. With the faders on each track, adjust the levels of volume of the live sound. If you desire, you can use the equalization knobs to change the texture of the sound. Everything you hear in your headphones will be what is recorded on the CD.
Put a blank CD into the CD burner.
Hit "Record" on the CD burner. It is usually a button with a circle on it.
Tell the performers to begin. The CD burner will record the performance.
Press "Stop" when the performance is over. The CD burner will ask if you want to finalize the CD. This means it will be permanently burned to the CD. Accept finalization if you are satisfied with the performance.
Listen to the CD to make sure it came out the way you wanted it to.